CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 02-May-2014
Day Change Summary
Previous Current
01-May-2014 02-May-2014 Change Change % Previous Week
Open 1.3879 1.3828 -0.0051 -0.4% 1.3838
High 1.3879 1.3867 -0.0012 -0.1% 1.3879
Low 1.3861 1.3811 -0.0050 -0.4% 1.3775
Close 1.3861 1.3867 0.0006 0.0% 1.3867
Range 0.0018 0.0056 0.0038 211.1% 0.0104
ATR 0.0042 0.0043 0.0001 2.5% 0.0000
Volume 13 55 42 323.1% 90
Daily Pivots for day following 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4016 1.3998 1.3898
R3 1.3960 1.3942 1.3882
R2 1.3904 1.3904 1.3877
R1 1.3886 1.3886 1.3872 1.3895
PP 1.3848 1.3848 1.3848 1.3853
S1 1.3830 1.3830 1.3862 1.3839
S2 1.3792 1.3792 1.3857
S3 1.3736 1.3774 1.3852
S4 1.3680 1.3718 1.3836
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 1.4152 1.4114 1.3924
R3 1.4048 1.4010 1.3896
R2 1.3944 1.3944 1.3886
R1 1.3906 1.3906 1.3877 1.3925
PP 1.3840 1.3840 1.3840 1.3850
S1 1.3802 1.3802 1.3857 1.3821
S2 1.3736 1.3736 1.3848
S3 1.3632 1.3698 1.3838
S4 1.3528 1.3594 1.3810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3879 1.3775 0.0104 0.7% 0.0045 0.3% 88% False False 18
10 1.3879 1.3775 0.0104 0.7% 0.0034 0.2% 88% False False 14
20 1.3900 1.3689 0.0211 1.5% 0.0031 0.2% 84% False False 16
40 1.3947 1.3689 0.0258 1.9% 0.0032 0.2% 69% False False 22
60 1.3947 1.3529 0.0418 3.0% 0.0030 0.2% 81% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4105
2.618 1.4014
1.618 1.3958
1.000 1.3923
0.618 1.3902
HIGH 1.3867
0.618 1.3846
0.500 1.3839
0.382 1.3832
LOW 1.3811
0.618 1.3776
1.000 1.3755
1.618 1.3720
2.618 1.3664
4.250 1.3573
Fisher Pivots for day following 02-May-2014
Pivot 1 day 3 day
R1 1.3858 1.3854
PP 1.3848 1.3840
S1 1.3839 1.3827

These figures are updated between 7pm and 10pm EST after a trading day.

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